Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47944.44 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46549.54 Kr¶

PnL: ---------------------------------------> -339.03 Kr¶

DD now: ---------------------------------> -1.41 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 17:04:48.614468'

Anic Portfolio¶

Today¶

Return: 0.488 %¶

This Week¶

Return: 0.865 %¶

Total¶

Return: 56.958 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.510000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -2.560000 2796.500000 160.500000 6.090000 2636.000010
FM Mattsson Mora Group B 50 1.010000 3000.000000 73.000000 2.490000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -1.380000 428.000000 73.000000 20.560000 355.000000
Boozt 12 0.910000 1722.000000 68.000000 4.110000 1653.999996
Corem Property Group B 59 -2.670000 644.870000 67.870000 11.760000 576.999999
HMS Networks 2 -0.830000 713.600000 40.600000 6.030000 673.000000
OEM International B 7 2.140000 567.700000 39.700000 7.520000 527.999997
Intrum 4 2.050000 557.400000 30.400000 5.770000 527.000000
Norva24 Group 16 5.020000 569.280000 26.280000 4.840000 543.000000
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
Coor Service Management Hold. 8 1.460000 554.800000 22.800000 4.290000 532.000000
SAAB B 8 0.070000 3396.800000 19.800000 0.590000 3377.000000
Eastnine 4 0.950000 510.400000 19.400000 3.950000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.460000 258.480000 12.480000 5.070000 246.000000
AcadeMedia 12 1.240000 567.600000 10.600000 1.900000 557.000004
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Resurs Holding 22 0.150000 579.480000 5.480000 0.950000 573.999998
Securitas B 6 0.950000 574.800000 4.800000 0.840000 570.000000
Swedbank A 3 1.420000 567.000000 3.000000 0.530000 564.000000
Creaspac SPAC 6 0.210000 579.600000 2.600000 0.450000 577.000002
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
CTEK 13 1.940000 533.000000 -1.000000 -0.190000 533.999999
Essity B 2 -1.550000 571.000000 -3.000000 -0.520000 574.000000
Handelsbanken A 5 -0.410000 541.750000 -4.250000 -0.780000 546.000000
Midsona B 63 -1.300000 575.820000 -7.180000 -1.230000 582.999984
Essity A 4 -2.230000 1140.000000 -9.000000 -0.780000 1149.000000
Nordea Bank Abp 29 -0.450000 3433.600000 -20.400000 -0.590000 3453.999992
International Petroleum Corp. 5 3.310000 561.000000 -33.570000 -5.650000 594.565215
Vivesto 1368 1.860000 569.360000 -43.640000 -7.120000 612.999432
Sampo Oyj SDB 7 -1.300000 3731.000000 -119.000000 -3.090000 3850.000000
Axfood 13 1.120000 3628.300000 -127.700000 -3.400000 3756.000001
OX2 18 0.950000 1528.200000 -135.800000 -8.160000 1663.999992
Ovzon 52 2.650000 3016.000000 -346.000000 -10.290000 3361.999992
Fasadgruppen Group 35 -0.910000 3426.500000 -384.500000 -10.090000 3810.999990
TOTAL 46549.540000 -339.030000 -1.40952% 46888.564618

Updated:¶

'2023-01-18 17:05:01.271851'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶